+74.0%
EWJ vs CASY
+219.3%
-145.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +3.3% | -11.3% | +14.6% | +4.7% |
| 3M | +5.0% | -0.6% | +5.6% | +4.2% |
| 6M | +11.5% | +10.7% | +0.8% | +8.3% |
| YTD | +22.4% | +37.1% | -14.7% | +14.6% |
| 1Y | +30.2% | +52.3% | -22.1% | +19.3% |
| All | +74.0% | +219.3% | -145.3% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling